+368.5%
WELL vs SEDG
+70.6%
+297.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.1% |
| 7D | -0.8% | +8.9% | -9.7% | -1.4% |
| 30D | -0.1% | +0.9% | -1.0% | -0.3% |
| 3M | +18.0% | -53.2% | +71.3% | +22.9% |
| 6M | +15.0% | -9.9% | +24.9% | +12.3% |
| YTD | +28.6% | +18.5% | +10.1% | +22.2% |
| 1Y | +42.9% | +0.1% | +42.8% | +36.1% |
| 3Y | +203.0% | -78.9% | +281.9% | +218.1% |
| 5Y | +206.9% | -88.0% | +294.9% | +231.2% |
| 10Y | +339.5% | +97.5% | +242.0% | +241.8% |
| All | +368.5% | +70.6% | +297.9% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling